+240.5%
CRL vs XPO
+1,517.7%
-1,277.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | -6.9% | -1.3% | -5.6% | -6.6% |
| 30D | -3.2% | -10.4% | +7.2% | 0.0% |
| 3M | +46.5% | -15.7% | +62.2% | +53.9% |
| 6M | +63.1% | -6.3% | +69.5% | +64.9% |
| YTD | +36.9% | +34.2% | +2.7% | +22.3% |
| 1Y | +78.1% | +39.9% | +38.2% | +56.1% |
| 3Y | +36.7% | +155.2% | -118.6% | -4.3% |
| 5Y | -38.1% | +264.7% | -302.8% | -63.4% |
| All | +240.5% | +1,517.7% | -1,277.2% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XPO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling